OUAGADOUGOU, May 11 (Reuters) - Hostages freed by French commandos from militants in Burkina Faso offered their condolences on Saturday to the families of the two French soldiers killed in the rescue operation.

In a daring raid over the night of Thursday to Friday, French special forces liberated two Frenchmen kidnapped in neighbouring Benin more than a week earlier as well as an American woman and a South Korean woman who were being held with them.

The two Frenchmen, Laurent Lassimouillas and Patrick Picque, and the South Korean woman, who has not yet been identified, met Burkinabe President Roch Kabore at the presidential palace in the capital Ouagadougou.

The three are due to be welcomed by French President Emmanuel Macron at a military airport outside Paris later on Saturday. The American, who has not been identified either, is being repatriated to the United States.

"All our thoughts go to the families of the soldiers and to the soldiers who lost their lives to free us from this hell," said Lassimouillas in remarks to reporters.

"We wanted to present our condolences right away to those families because we feel ambivalent about everything that happened to us," he said.

The French government identified the two soldiers killed as Cédric de Pierrepont and Alain Bertoncello, both officers in the naval special forces.

Lassimouillas also expressed regret over the death of the Beninese park guide, who was killed when the two tourists were kidnapped while on safari in northern Benin before being spirited across the border into Burkina Faso.

French officials said on Friday that it was not yet clear who had kidnapped them in Benin but described their captors in Burkina Faso as "terrorists" who planned to hand them over to an al Qaeda affiliate in neighbouring Mali.

Jihadist groups with links to al Qaeda and Islamic State have expanded their presence across West Africa's Sahel region, a strip of scrubland beneath the Sahara desert, in recent years and taken a number of Western hostages.

France, the former colonial power in the region, intervened in Mali in 2013 to halt an advance by Islamist militants toward the capital Bamako and has kept about 4,500 troops in the Sahel since then.

"The zone where our two compatriots were has been considered for a while now as a red zone ... where you take a major risk by going," Le Drian said.

It was still unclear how the American and South Korean ended up as hostages. French officials said they had been in captivity for four weeks but did not believe the U.S. or South Korean governments were aware they were being held. (Reporting By Thiam Ndiaga; Writing by Aaron Ross Editing by Stephen Powell)